We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Life Insurer Financial Distress Prediction: A Neural Network Model.
- Authors
Huang, Chin-Sheng; Dorsey, Robert E.; Boose, Mary Ann
- Abstract
An artificial neural network optimized with a genetic algorithm is used to forecast financial distress in life insurers. The neural network allows the functional form of the model to adjust based upon the data. The data is limited to Insurance Regulatory Information System Ratios for the total population of life insurers. Neural network forecasts are compared to discriminant analysis, k-nearest neighbor, and logit. The neural network is shown to produce superior estimates to the alternative methods.
- Publication
Journal of Insurance Regulation, 1994, Vol 13, Issue 2, p131
- ISSN
0736-248X
- Publication type
Academic Journal